Exactly as adverstised, this set works well with Retroarch, in my case on Steam Deck. The vast majority of games I've tried have worked perfectly, with no need to add additional files (other than kickstart) or change any settings.
Some of these negative reviews make no mention of Retroarch - I don't know loads about emulation but if this set is designed for RA and you're using something else, that might be your problem. Can confirm that the included AGA and CD32 versions work just fine.

I've created a couple of scripts that help deal with WHDLoad images: one that creates UAEs and one that gzips them. Just edit appropriately, drop into your .HDF folder and double-click to run:
SETLOCAL EnableDelayedExpansion
SETLOCAL EnableExtensions
PUSHD "%~dp0"
SET "7zpath=C:\Program Files\7-Zip"
FOR %%i IN (*.hdf) DO (
SET "image=%%~ni"
SET "fullname=%%i"
"!7zpath!"\7z a -tgzip !image!.hdz !fullname!
)
ENDLOCAL
PAUSE
ECHO OFF
SETLOCAL EnableDelayedExpansion
SETLOCAL EnableExtensions
PUSHD "%~dp0"
REM Modify the following vars appropriately for your setup
SET "kickstart=kick31.rom"
SET "whdload=WHDLoad.hdf"
REM The following 2 dirs are for Playstation Classic RetroBoot
SET "imagedir=/media/roms/Amiga/"
SET "systemdir=/media/retroarch/system/"
REM WiiU RetroArch image dir, sd:/roms/Amiga/
REM WiiU RetroArch system dir, sd:/retroarch/cores/system/
REM From qclart
SET "UAE01=use_gui=no"
SET "UAE02=show_leds=true"
SET "UAE03=chipset=ocs"
SET "UAE04=cpu_type=68000"
SET "UAE05=cpu_compatible=true"
SET "UAE06=chipmem_size=4"
SET "UAE07=fastmem_size=4"
SET "UAE08=gfx_center_vertical=simple"
SET "UAE09=gfx_center_horizontal=simple"
SET "UAE10=gfx_width=640"
SET "UAE11=gfx_height=512"
SET "UAE12=gfx_framerate=2"
SET "UAE13=sound_output=exact"
SET "UAE14=sound_channels=mixed"
SET "UAE15=kickstart_rom_file=%systemdir%%kickstart%"
SET "UAE16=hardfile=read-write,32,1,2,512,%systemdir%%whdload%"
FOR %%i IN (*.hdf *.hdz) DO (
SET "image=%%~ni"
SET "fullname=%%i"
SET "UAE17=hardfile=read-write,32,1,2,512,%imagedir%!fullname!"
IF EXIST !image!.uae (
ECHO Skipping !image!.uae as it already exists...
) ELSE (
ECHO Creating !image!.uae...
ECHO !UAE01!>> !image!.uae
ECHO !UAE02!>> !image!.uae
ECHO !UAE03!>> !image!.uae
ECHO !UAE04!>> !image!.uae
ECHO !UAE05!>> !image!.uae
ECHO !UAE06!>> !image!.uae
ECHO !UAE07!>> !image!.uae
ECHO !UAE08!>> !image!.uae
ECHO !UAE09!>> !image!.uae
ECHO !UAE10!>> !image!.uae
ECHO !UAE11!>> !image!.uae
ECHO !UAE12!>> !image!.uae
ECHO !UAE13!>> !image!.uae
ECHO !UAE14!>> !image!.uae
ECHO !UAE15!>> !image!.uae
ECHO !UAE16!>> !image!.uae
ECHO !UAE17!>> !image!.uae
)
)
ENDLOCAL
PAUSE

Thank you very much for this great collection and for the link to the guide.
After putting kick34005.A500, kick40063.A600 and kick40068.A1200 in the whdload.hdf this mostly works great.
However, it doesn't seem to play CD32, AGA, Fast roms. I'm a newbie regarding Amiga, but I'm guessing this is because there isn't an Amiga 4000 rom in the whdload.hdf. I've tried putting the kick40068.A4000 in there as well, but ADF Opus displays an error and says there is no space left.
Regardless, thank you for sharing this.

Thanks for the conversion of HDF's.